+34.5%
BABA vs EXC
+28.8%
+5.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | +8.6% | +1.4% | +7.2% | +8.6% |
| 30D | -1.1% | +11.6% | -12.7% | -0.9% |
| 3M | -15.9% | +2.7% | -18.6% | -15.9% |
| 6M | -17.5% | +2.7% | -20.2% | -17.5% |
| YTD | -25.6% | +9.7% | -35.3% | -25.7% |
| 1Y | -33.8% | +4.5% | -38.4% | -33.8% |
| All | +34.5% | +28.8% | +5.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling